Pages that link to "Item:Q1821447"
From MaRDI portal
The following pages link to On adaptive estimation in stationary ARMA processes (Q1821447):
Displaying 26 items.
- Local asymptotic normality for long-memory process with strong mixing noises (Q5077223) (← links)
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) (← links)
- Efficient estimation in periodic INAR(1) model: parametric case (Q5088091) (← links)
- Adaptive test for periodicity in restrictive EXPAR(p) models (Q5095993) (← links)
- Likelihood Ratio Processes under Nonstandard Settings (Q5097174) (← links)
- Efficient pseudo-Gaussian and rank-based detection of random regression coefficients (Q5114480) (← links)
- Semiparametric Time Series Models with Log‐concave Innovations: Maximum Likelihood Estimation and its Consistency (Q5177947) (← links)
- Construction of credible intervals for nonlinear regression models with unknown error distributions (Q5240633) (← links)
- Optimal rank-based detection of exponential component in autoregressive models (Q5297086) (← links)
- Variance bounds for estimators in autoregressive models with constraints (Q5299492) (← links)
- Time series AR(1) model for short-tailed distributions (Q5312724) (← links)
- Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models (Q5321945) (← links)
- Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model (Q5418891) (← links)
- Plug-in estimators for higher-order transition densities in autoregression (Q5851015) (← links)
- Optimal tests for random effects in linear mixed models (Q5859822) (← links)
- A consistent test for conditional symmetry in time series models (Q5939174) (← links)
- Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one (Q6053887) (← links)
- LOCAL ASYMPTOTIC NORMALITY OF GENERAL CONDITIONALLY HETEROSKEDASTIC AND SCORE-DRIVEN TIME-SERIES MODELS (Q6078286) (← links)
- Locally asymptotically efficient estimation for parametric <i>PINAR</i>(<i>p</i>) models (Q6149011) (← links)
- Efficient estimation in semiparametric self-exciting threshold <i>INAR</i> processes (Q6172616) (← links)
- Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation (Q6554226) (← links)
- On several local asymptotic properties for fractional autoregressive models with strong mixing noises (Q6562727) (← links)
- Semiparametrically optimal cointegration test (Q6600012) (← links)
- Efficient Estimation for Models With Nonlinear Heteroscedasticity (Q6620970) (← links)
- Dynamic Autoregressive Liquidity (DArLiQ) (Q6626245) (← links)
- Irregular nonparametric autoregression (Q6632626) (← links)
